I use 5/8" or 1/2" wide double sided ribbon, like you find at Christmas in a big flat spool. Once you get comfortable, 1/4" ribbon or paper works, too, but is very tiny to work with. These are traditional in Denmark, and my Danish friend brought back paper strips from her last trip.

I used to make these about 50 years ago. My mother was a Campfire Girls leader and the pattern was in her book. I have not been able to find the pattern to be able to make them now. They make great ornaments for the Christmas tree. I wish I could make them now.